Limit theorems for Banach-valued autoregressive processes: applications to real continuous time processes
نویسندگان
چکیده
منابع مشابه
Limit theorems for Banach-valued autoregressive processes Applications to real continuous time processes
We show that a large class of continuous time processes admits a Banach autoregressive representation. This fact allows us to obtain various limit theorems for continuous time processes. In particular we prove the law of iterated logarithm for processes which satisfy a stochastic differential equation. Résumé Nous montrons qu’une vaste classe de processus à temps continu possède une représentat...
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ژورنال
عنوان ژورنال: Bulletin of the Belgian Mathematical Society - Simon Stevin
سال: 1996
ISSN: 1370-1444
DOI: 10.36045/bbms/1105652783